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The Effect of Tick Size on Price Clustering and Trading Volume
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The Effect of Tick Size on Price Clustering and Trading Volume (1998)The Effect of Tick Size on Price Clusteri…Clustering in dividends: Do managers rely on cognitive reference points? (2007)Clustering in dividends: Do m…Price clustering in E‐mini and floor‐traded index futures (2006)Price clustering in E‐mini an…Clustering and psychological barriers in exchange rates (2005)Clustering and psychological …An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange (2005)An analysis of intraday patte…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Dividends as Reference Points: A Behavioral Signaling Approach (2012)Viés de Cognição Numérica e Práticas Orçamentárias: Um Estudo Quase- (2012)Availability: A heuristic for judging frequency and probability (1973)Judgment under Uncertainty: Heuristics and Biases (1974)Generalized autoregressive conditional heteroskedasticity (1986)Mind the gap: Psychological barriers in gold and silver prices (2016)Stock Price Clustering and Discreteness (1991)An Analysis of Changes in Specialist Inventories and Quotations (1993)Why do NASDAQ Market Makers Avoid Odd-Eighth Quotes? (1994)Interest rate clustering in UK financial services markets (2007)Price Clustering: Evidence Using Comprehensive Limit‐Order Data (2009)The S&P500 index effect reconsidered: Evidence from overnight and intraday stock price performance and volume (2009)Specification Tests in Econometrics (1978)The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)Range‐Based Estimation of Stochastic Volatility Models (2002)Tick size reduction, execution costs, and informational efficiency in the regular and E‐mini Nasdaq‐100 index futures markets (2008)Electronic versus open outcry trading in agricultural commodities futures markets (2010)Price clustering in Bitcoin market—An extension (2018)
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  • 2005An analysis of intraday patterns in price clustering on the Tokyo Stock Exchange51 cited
  • 2005Clustering and psychological barriers in exchange rates37 cited
  • 2006Price clustering in E‐mini and floor‐traded index futures36 cited
  • 2007Clustering in dividends: Do managers rely on cognitive reference points?24 cited

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